Initial Value Problem For System Research Articles

Six Points Implicit Block Method with Extra Derivative for Solving Second Order Ordinary Differential Equations

The construction of the six-point block methods with extra derivatives for solving directly is presented in this paper. The suggested block methods concurrently approximate the problem's solution at six points and are formulated using the Hermite Interpolating Polynomial. The block methods do not reduce the equation to a first-order system of initial value problems (IVPs); instead, they directly obtain the numerical solutions. Additionally, the order and zero-stability of the suggested techniques are examined. We present numerical results and draw comparisons with other block methods that are currently in use. The results demonstrate how effective the suggested approaches are at solving second-order IVPs in general.

Arbitrary High Order ADER-DG Method with Local DG Predictor for Solutions of Initial Value Problems for Systems of First-Order Ordinary Differential Equations

Arbitrary High Order ADER-DG Method with Local DG Predictor for Solutions of Initial Value Problems for Systems of First-Order Ordinary Differential Equations

Jacobian-free Locally Linearized Runge–Kutta method of Dormand and Prince for large systems of differential equations

This paper introduces Jacobian-free Locally Linearized Runge–Kutta formulas of Dormand and Prince for integrating large systems of initial value problems. With these new Jacobian-free formulas, an adaptive time-stepping variable-order scheme with regulated Krylov dimension is constructed with new developments in the computation of the phi-function action over vectors through Jacobian-free Krylov–Padé approximations, and in the procedures for controlling the approximation errors and for estimating the dimension of the Krylov subspaces. At each integration step, the implemented scheme performs only one Krylov subspace decomposition and a few computations of low dimensional exponential matrices, which contrasts with the implementation of other exponential-type integrators of high order. Regarding to existing schemes, the performed numerical study demonstrates a higher effectiveness of the constructed scheme in the integration of a variety of test equations.

Viscous dissipation and Joule heating effects of Carreau nanofluid axisymmetric flow past unsteady radially stretching porous disk

In this piece of communication, a theoretical investigation of two dimensional boundary layer flow of Magnetohydrodynamics (MHD) Carreau nanofluid axisymmetric flow past unsteady radially stretching porous disk is made. The investigation includes the effects of viscous dissipation, Joule heating, thermal radiation, suction/injection, Darcy–Forchheimer porosity model and binary chemical reaction with activation energy, etc. To examine the impacts of the aforementioned effects, the conservation laws are formulated with strongly nonlinear partial differential equations (PDEs), which are then transformed into a system of initial value problems (IVPs) using appropriate similarity transformations and techniques. The 5th order Runge–Kutta with the shooting technique is used to find numerical solutions aided by Python programming with built in program “fsolve”. The method is validated with other published articles under common assumptions and it agrees nicely. The impacts of the pertinent parameters on velocity, temperature, concentration, skin friction coefficient and the rates of mass and heat transfers with in the flow regime are displayed using graphs and tables. The main outcomes include the motivation of local Nusselt and Sherwood numbers for shear thickening (n=1.5) than shear thinning (n=0.5) cases of the Carreau nanofluid. The momentum boundary layer of the Carreau nanofluid gets thinner with an increase in Forchheimer number, unsteady and suction parameters. A dual nature is observed for concentration of the Carreau nanofluid with a rise in Eckert number, i.e increasing in concentration around the wall and decreasing far away from the wall. The rise in destructive and constructive chemical reaction parameters disperse and accumulate the concentration of the system, respectively.

Explicit numerical methods for solving singular initial value problems for systems of second-order nonlinear ODEs

Explicit numerical methods for solving singular initial value problems for systems of second-order nonlinear ODEs

Lipschitz Stability for Impulsive Riemann–Liouville Fractional Differential Equations

Initial and impulsive conditions for initial value problems of systems of nonlinear impulsive Riemann–Liouville fractional differential equations are introduced. The case when the lower limit of the fractional derivative is changed at each time point of the impulses is studied. In the case studied, the solution has a singularity at the initial time and at any point of the impulses. This leads to the need to appropriately generalize the classical concept of Lipschitz stability. Two derivative types of Lyapunov functions are utilized in order to deduce sufficient conditions for the new stability concept. Three examples are provided for illustration purpose of the theoretical results.

Combined effects of Joule heating and binary chemical reaction of MHD Williamson nanofluid on Darcy–Forchheimer porous medium past unsteady stretching cylinder

In this study, the convective transport phenomena of Williamson nanofluid flow with variable thermal conductivity on Darcy–Forchheimer porous medium past unsteady stretching cylindrical sheet is presented. The conservation laws of mass, momentum, energy and concentration are used to formulate the governing boundary value problem of the flow regime. The flow is expressed with a couple of nonlinear partial differential equations. An appropriate similarity transformation and techniques are used to transform the couple of partial differential equations into a system of initial value problems. The system of initial value problems is then solved numerically using the Runge–Kutta fourth order with the shooting technique. The Python programming tool is used to carry out the computation. The influence of unsteady parameter, thermal and concentration Biot numbers, thermal conductivity parameter and other parameters on velocity, temperature and concentration profiles of the nanofluid are examined. The responses of the three transfer rates (i.e momentum, mass and heat) to many pertinent parameters are also investigated. Most flows in industries are in a controlled manner hence the cylindrical geometry is used to study the flow regime. The results of the study show that the convective mass transfer is initiated with a rise in thermal and concentration Biot numbers whereas the convective heat transfer is motivated and demotivated with a rise in thermal and concentration Biot numbers, respectively. Larger values of the unsteady parameter on the other hand creates substantial wall friction to the motion of the nanofluid. Further, the numerical method used is found in excellent agreement with some earlier works under common assumptions.

Fixed point theorems in graphical cone metric spaces and application to a system of initial value problems

In this paper, we introduce the notion of graphical cone metric spaces over Banach algebra and prove some fixed point results for a particular type of contractive mappings defined on such spaces. These results extend and generalize several results from metric, graphical metric, and cone metric spaces. Some examples that demonstrate the results proved herein are provided. An application of our results to the existence of solution of a pair of initial value problems is provided.

Jacobian-free High Order Local Linearization methods for large systems of initial value problems

In this paper, the class of Jacobian-free High Order Local Linearization (HOLL) methods is introduced for integrating large systems of initial value problems. Unlike other high order exponential integrators, this new class of methods involves the approximation of just a single phi-function times vector and does not require the evaluation and storing of Jacobian matrices, which result more efficient in terms of flops operations and computer memory. Specifically, the new Jacobian-free integrators are constructed by approximating the products of Jacobian matrix times vector that appear in the ordinary HOLL methods. A general result on the convergence rate of the new methods is derived in terms of the convergence rate of the mentioned approximations, resulting in a simple order condition that preserves the order of the ordinary HOLL methods. To design effective integrators of the new class, a novel Matrix-free Krylov-Padé approximation to the product of phi-function times vector is also proposed as well as an adaptive strategy for the automatic selection of the Krylov dimension and Padé order. As a particular instance, a class of Jacobian-free Locally Linearized Runge-Kutta schemes is developed, and schemes of third to fifth order explicitly constructed. Numerical simulations are provided illustrating the theoretical findings concerning the convergence rate of the introduced methods as well as their performance in comparison with other Jacobian-free integrators.

Numerical solution of systems of fractional order integro-differential equations with a Tau method based on monic Laguerre polynomials

In this paper, numerical technique based on monic Laguerre polynomials is proposed to obtain approximate solutions of initial value problems for systems of fractional order integro-differential equations (FIDEs). Operational fractional integral matrix is constructed. This operational matrix is applied together with the monic Laguerre Tau method to solve systems of FIDEs. This systems of FIDEs will be transformed into a system of algebraic equations which can be solved easily. Numerical results and comparisons with other methods are also presented to show the efficiency and applicability of the proposed method.

Odd Order Integrator with Two Complex Functions Control Parameters for Solving Systems of Initial Value Problems

In this study, a numerical integrator that is based on a nonlinear interpolant, for the local representation of the theoretical solution is presented. The resulting integrator aims to solve second and higher-order initial value problems as systems of first-order initial value problems. The method is designed to have two complex functions as control parameters. The control parameters may become real, depending on the nature of the second-order initial value problems to be solved. The generalization and properties of the scheme are also presented.

Algorithms based on a 3-derivative method for singular differential equations including equations with blow-up solutions

We propose block algorithms based on a 3-derivative Nyström-type method (TDNM) for integrating singular second-order ordinary differential equations (ODEs), including parabolic and hyperbolic partial differential equations (PDEs) with blow-up solutions. The block algorithms are implemented in a block-by-block mode for initial value problems (IVPs) and block unification mode for boundary value problems (BVPs). In particular, the algorithms are applied to PDEs by first reducing them into ODEs via the method of lines, whereby the space variable is discretized to yield a system of initial value problems, or the time variable is discretized to yield a system of boundary value problems. It is shown that the numerical solution given by the block-by-block and block unification algorithms are superior to those available in the literature. It is also demonstrated that the implementation of the variable step version of the TDNM, which is generally recommended for IVPs, has no advantage over the block-by-block algorithm.

Exact Solvability Conditions for the Non-Local Initial Value Problem for Systems of Linear Fractional Functional Differential Equations

The exact conditions sufficient for the unique solvability of the initial value problem for a system of linear fractional functional differential equations determined by isotone operators are established. In a sense, the conditions obtained are optimal. The method of the test elements intended for the estimation of the spectral radius of a linear operator is used. The unique solution is presented by the Neumann’s series. All theoretical investigations are shown in the examples. A pantograph-type model from electrodynamics is studied.

Variable Step Block Hybrid Method for Stiff Chemical Kinetics Problems

Integration of a larger stiff system of initial value problems emerging from chemical kinetics models requires a method that is both efficient and accurate, with a large absolute stability region. To determine the solutions of the stiff chemical kinetics ordinary differential equations that help in explaining chemically reactive flows, a numerical integration methodology known as the 3-point variable step block hybrid method has been devised. An appropriate time step is automatically chosen to give accurate results. To check the efficiency of the new method, the numerical integration of a few renowned stiff chemical problems is evaluated such as Belousov–Zhabotinskii reaction and Hires, which are widely used in numerical studies. The results generated are then compared with the MATLAB stiff solver, ode15s.

An estimation of water levels associated with a storm along the coast of Bangladesh using a non-central difference method of lines

In this paper, depth-averaged shallow water equations were solved using a non-central difference method of lines together with the classical RK(4,4) method to estimate water levels associated with a cyclone along the coast of Bangladesh. A 4-point backward finite difference method was adopted in discretizing spatial derivatives retaining time derivatives as continuous. Thus, the shallow water equations together with the boundary conditions were transformed into a system of initial value problems, which was solved using the RK(4,4) method. A nesting approach was employed to incorporate the land-sea interface and bottom topography effectively with economic cost. A stable tidal oscillation was generated in the domain applying the M2 tidal constituent along the southern boundary of the parent model and the surge model was then run to get water levels owing to dynamic tide-surge interaction. Numerical experiments were performed to simulate water levels due to tide, surge, and nonlinear tide-surge interactions associated with the cyclonic storm, AILA. The obtained results were in good agreement with those attained in some previous studies and observations and the WLs due to the nonlinear tide-surge interaction were in a reasonable agreement with respect to the root mean square error values and predictive skills.

Parameter-Uniform Numerical Scheme for Singularly Perturbed Delay Parabolic Reaction Diffusion Equations with Integral Boundary Condition

Numerical computation for the class of singularly perturbed delay parabolic reaction diffusion equations with integral boundary condition has been considered. A parameter-uniform numerical method is constructed via the nonstandard finite difference method for the spatial direction, and the backward Euler method for the resulting system of initial value problems in temporal direction is used. The integral boundary condition is treated using numerical integration techniques. Maximum absolute errors and the rate of convergence for different values of perturbation parameter ε and mesh sizes are tabulated for two model examples. The proposed method is shown to be parameter-uniformly convergent.

A new family of 𝒜− acceptable nonlinear methods with fixed and variable stepsize approach

Solving stiff, singular, and singularly perturbed initial value problems (IVPs) has always been challenging for researchers working in different fields of science and engineering. In this research work, an attempt is made to devise a family of nonlinear methods amongst which second- to fourth-order methods are not only — stable but — acceptable as well under order stars’ conditions. These features make them more suitable for solving stiff and singular systems in ordinary differential equations. Methods with remaining orders are either zero- or conditionally stable. The theoretical analysis contains local truncation error, consistency, and order of accuracy of the proposed nonlinear methods. Furthermore, both fixed and variable stepsize approaches are introduced wherein the latter improves the performance of the devised methods. The applicability of the methods for solving the system of IVPs is also described. When used to solve problems from physical and real-life applications, including nonlinear logistic growth and stiff model for flame propagation, the proposed methods are found to have good results.

Numerical Simulation of One Step Block Method for Treatment of Second Order Forced Motions in Mass-Spring Systems

This paper discuss the numerical simulation of one step block method for treatment of second order forced motions in mass-spring systems of initial value problems. The one step block method has been developed with the introduction of off-mesh point at both grid and off- grid points using interpolation and collocation procedure to increase computational burden which may jeopardize the accuracy of the method in terms of error. The basic properties of the one step block method was established and numerical analysis shown that the one step block method was found to be consistent, convergent and zero-stable. The one step block method was simulated on three highly stiff mathematical problems to validate the accuracy of the block method without reduction, and obviously the results shown are more accurate over the existing method in literature.

Accurate Numerical Method for Singular Initial-Value Problems

In this paper, an accurate numerical method is presented to find the numerical solution of the singular initial value problems. The second-order singular initial value problem under consideration is transferred into a first-order system of initial value problems, and then it can be solved by using the fifth-order Runge Kutta method. The stability and convergence analysis is studied. The effectiveness of the proposed methods is confirmed by solving three model examples, and the obtained approximate solutions are compared with the existing methods in the literature. Thus, the fifth-order Runge-Kutta method is an accurate numerical method for solving the singular initial value problems.

A robust numerical scheme for singularly perturbed parabolic reaction-diffusion problems via the method of lines

In this paper, we consider one- and two-dimensional singularly perturbed parabolic reaction-diffusion problems. We propose a parameter-uniform numerical scheme to solve these problems. The continuous problem is first discretized in the space variable using a fitted operator finite difference method. The partial differential equation is thus transformed into a system of initial value problems which are then integrated in time with the Crank–Nicolson finite difference method. A convergence analysis shows that the scheme is second-order ε-uniform convergent in space and time. Richardson extrapolation of the space variable results in a fourth order ε-uniform convergence. Numerical experiments on two test examples confirm the theoretical findings.